There's a guy on castboolits forum (ShadyGrady) who will trade out pound for pound, lead for your zinc. You ship him a box of zinc and he'll ship a box of equal weight in lead back to you. He makes cannonballs from it, and zinc is harder than lead and can be shot again without recasting (if he can find 'em).
I haven't personally traded with him, but there are several guys there who have if you need references. He is popular with the guys who actually still have access to wheelweights, and don't want their zinc ones.
Just passin' it on, for what it is worth. I don't gain or lose if you trade with him.